Class BetaRisk

Hierarchy

CatRisk
- BetaRisk

Index

Constructors

constructor

Properties

Methods

newSimulation

Constructors

constructor

new BetaRisk(maxLoss: Real, years: Real, mean: Real, stdDev: Real): BetaRisk

- Defined in ql/experimental/catbonds/catrisk.ts:187
Parameters
- maxLoss: Real
- years: Real
- mean: Real
- stdDev: Real
Returns BetaRisk

Properties

Private _alpha

_alpha: Real

Private _beta

_beta: Real

Private _lambda

_lambda: Real

Private _maxLoss

_maxLoss: Real

Methods

newSimulation

newSimulation(start: Date, end: Date): CatSimulation

Overrides CatRisk.newSimulation
- Defined in ql/experimental/catbonds/catrisk.ts:211
Parameters
- start: Date
- end: Date
Returns CatSimulation